2.82 signed with unknown CA?
No need to worry, everything is fine.
Main Reason
Since Blender 2.8, the installer is signed by the Blender foundation for improved security. However:

Ray Molenkamp (Blender for Windows developer):
Windows Smart Screen is throwing a fit, since we are a new publisher it has never seen before.
There is nothing we can do on our side about smartscreen except wait for it to have enough data to trust us.

Temporary solution
(versions that don't trigger Windows Smart Screen)
Blender from Microsoft Store
Blender from Steam
There's a whole thread on developer.blender.org if you want to know more.